* set paths
global path 	".../2024_RFS_Replication_TOSUBMIT"

* load master dataset for Lehman analysis
insheet 	using "$path/final_panel_lehman.csv", clear 

* regressions
qui: eststo m1: reghdfe 	loan_spread 	lehmanexp_post, absorb(year_month_fe borrowerparent)  cluster(lin)
qui: eststo m2: reghdfe 	loan_spread 	lehmanhgh_post, absorb(year_month_fe borrowerparent)  cluster(lin)
qui: eststo m3: reghdfe 	residuals_elp 	lehmanexp_post, absorb(year_month_fe borrowerparent)  cluster(lin)
qui: eststo m4: reghdfe 	fitted_elp 		lehmanexp_post, absorb(year_month_fe borrowerparent)  cluster(lin)
	
esttab m1 m2 m3 m4, t keep(lehmanexp_post lehmanhgh_post)

* eof
